+776.4%
GWW vs FIVE
+822.5%
-46.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +14.0% | +17.7% | -3.6% | +10.8% |
| 3M | +12.5% | +4.0% | +8.6% | +11.5% |
| 6M | +23.6% | +2.6% | +21.0% | +22.0% |
| YTD | +43.6% | +27.6% | +16.0% | +35.8% |
| 1Y | +52.5% | +59.9% | -7.5% | +38.3% |
| 3Y | +92.6% | +35.8% | +56.8% | +71.5% |
| 5Y | +219.0% | +14.4% | +204.6% | +185.7% |
| 10Y | +713.8% | +576.1% | +137.7% | +416.6% |
| All | +776.4% | +822.5% | -46.1% | +408.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling